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Two fundamental theorems by Spitzer/Erickson and Kesten/Maller on the fluctuation type (positive divergence, negative divergence or oscillation) of a real-valued random walk $(S_{n})_{n\ge 0}$ with iid increments $X_{1},X_{2},\ldots$ and…

Probability · Mathematics 2017-06-13 Gerold Alsmeyer , Fabian Buckmann

We prove a ballistic strong law of large numbers and an invariance principle for random walks in strong mixing environments, under condition $(T)$ of Sznitman (cf. \cite{Sz01}). This weakens by first time the Kalikow ballistic assumption in…

Probability · Mathematics 2020-06-03 E. Guerra

We study an inverse problem on a finite connected graph G = (X, E), on whose vertices a conductivity {\gamma} is defined. Our data consists in a sequence of partial observations of a fractional random walk on G. The observations are partial…

Analysis of PDEs · Mathematics 2026-04-13 Giovanni Covi , Matti Lassas

We study the asymptotic behaviour of Markov chains $(X_n,\eta_n)$ on $\mathbb{Z}_+ \times S$, where $\mathbb{Z}_+$ is the non-negative integers and $S$ is a finite set. Neither coordinate is assumed to be Markov. We assume a moments bound…

Probability · Mathematics 2014-07-18 Nicholas Georgiou , Andrew R. Wade

We study Markov chains on a lattice in a codimension-one stratified independent random environment, exploiting results established in [2]. First of all the random walk is transient in dimension at least three. Focusing on dimension two,…

Probability · Mathematics 2018-11-20 Julien Brémont

Consider simple random walk $(X_n)_{n\geq0}$ on a transitive graph with spectral radius $\rho$. Let $u_n=\mathbb{P}[X_n=X_0]$ be the $n$-step return probability and $f_n$ be the first return probability at time $n$. It is a folklore…

Probability · Mathematics 2022-06-29 Pengfei Tang

We study the asymptotics of the probabilities of extreme slowdown events for transient one-dimensional excited random walks. That is, if $\{X_n\}_{n\geq 0}$ is a transient one-dimensional excited random walk and $T_n = \min\{ k: \, X_k =…

Probability · Mathematics 2016-06-14 Jonathon Peterson

Necessary and sufficient conditions for a Markov chain to be ergodic are that the chain is irreducible and aperiodic. This result is manifest in the case of random walks on finite groups by a statement about the support of the driving…

Quantum Algebra · Mathematics 2021-10-22 J. P. McCarthy

We consider the slow movement of randomly biased random walk $(X_n)$ on a supercritical Galton--Watson tree, and are interested in the sites on the tree that are most visited by the biased random walk. Our main result implies tightness of…

Probability · Mathematics 2015-02-11 Yueyun Hu , Zhan Shi

Given a permutation sigma of the integers {-n,-n+1,...,n} we consider the Markov chain X_{sigma}, which jumps from k to sigma (k\pm 1) equally likely if k\neq -n,n. We prove that the expected hitting time of {-n,n} starting from any point…

Probability · Mathematics 2014-05-15 Shirshendu Ganguly , Yuval Peres

We develop a criterion for transience for a general model of branching Markov chains. In the case of multi-dimensional branching random walk in random environment (BRWRE) this criterion becomes explicit. In particular, we show that…

Probability · Mathematics 2008-11-12 Sebastian Müller

In this paper we study the recurrence and transience of the $\mathbb{Z}^d$-valued branching random walk in random environment indexed by a critical Bienaym\'e-Galton-Watson tree, conditioned to survive. The environment is made either of…

Probability · Mathematics 2025-01-03 Alexandre Legrand , Christophe Sabot , Bruno Schapira

We give three different criteria for transience of a Branching Markov Chain. These conditions enable us to give a classification of Branching Random Walks in Random Environment (BRWRE) on Cayley Graphs in recurrence and transience. This…

Probability · Mathematics 2008-11-12 Sebastian Müller

Let $(X_n)_{n \ge 0}$ be an irreducible, aperiodic, homogeneous Markov chain, with state space an ordered finite alphabet of size $m$. Using combinatorial constructions and weak invariance principles, we obtain the limiting shape of the…

Probability · Mathematics 2008-10-17 Christian Houdré , Trevis J. Litherland

We consider a family of random walks killed at the boundary of the Weyl chamber of the dual of $\rm{Sp}(4)$, which in addition satisfies the following property: for any $n\geq 3$, there is in this family a walk associated with a reflection…

Probability · Mathematics 2011-10-10 Kilian Raschel

It is recently proved by Lubetzky and Peres that the simple random walk on a Ramanujan graph exhibits a cutoff phenomenon, that is to say, the total variation distance of the random walk distribution from the uniform distribution drops…

Probability · Mathematics 2020-11-09 Narutaka Ozawa

We propose a model of random walks on weighted graphs where the weights are interval valued, and connect it to reversible imprecise Markov chains. While the theory of imprecise Markov chains is now well established, this is a first attempt…

Optimization and Control · Mathematics 2016-09-20 Damjan Škulj

The switch chain is a well-known Markov chain for sampling directed graphs with a given degree sequence. While not ergodic in general, we show that it is ergodic for regular degree sequences. We then prove that the switch chain is rapidly…

Combinatorics · Mathematics 2011-10-17 Catherine Greenhill

We give sharp, uniform estimates for the probability that a random walk of n steps on the reals avoids a half-line [y,infinity) given that it ends at the point x. The estimates hold for general continuous or lattice distributions provided…

Probability · Mathematics 2009-06-18 Kevin Ford

Consider the random Cayley graph of a finite group $G$ with respect to $k$ generators chosen uniformly at random, with $1 \ll \log k \ll \log |G|$; denote it $G_k$. A conjecture of Aldous and Diaconis (1985) asserts, for $k \gg \log |G|$,…

Probability · Mathematics 2025-10-14 Jonathan Hermon , Sam Olesker-Taylor